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Investing with style

Asness, Cliff; Ilmanen, Antti; Israel, Ronen; … - In: Journal of investment management : JOIM 13 (2015) 1, pp. 27-63

Persistent link: https://www.econbiz.de/10011635183

Strategic asset allocation with low-risk stocks : a bootstrap analysis

Fong, Wai-mun; Koh, Timothy - In: Journal of investment management : JOIM 13 (2015) 2, pp. 39-58

Persistent link: https://www.econbiz.de/10011635300

Implications of heterogeneity in preferences, beliefs and asset trading technologies in an endowment economy

Chien, YiLi; Cole, Harold L.; Lustig, Hanno - In: Review of economic dynamics 20 (2016), pp. 215-239

Persistent link: https://www.econbiz.de/10011635806

Investor heterogeneity and commonality in stock return and liquidity

Pan, Deng; Shi, Jing; Wu, Fei; Zhang, Bohui - In: Economic systems 39 (2015) 3, pp. 458-473

Persistent link: https://www.econbiz.de/10011532310

The degree of home bias in the holding of share portfolio : case of American investors

Chniguir, Mounira; Sghaier, Asma; Soufeljil, Mohamed; … - In: International journal of sustainable economies … 6 (2017) 3, pp. 10-25

Persistent link: https://www.econbiz.de/10011734713

Mean-variance portfolio selection with only risky assets under regime switching

Zhang, Miao; Chen, Ping; Yao, Haixiang - In: Economic modelling 62 (2017), pp. 35-42

Persistent link: https://www.econbiz.de/10011813158

Estimating systematic risk for the best investment decisions on manufacturing company in Indonesia

Puspitaningtyas, Zarah - In: Investment management and financial innovations 14 (2017) 1, pp. 46-54

Persistent link: https://www.econbiz.de/10011815755

Equilibrium asset pricing with Epstein-Zin and loss-averse investors

Guo, Jing; He, Xue Dong - In: Journal of economic dynamics & control 76 (2017), pp. 86-108

Persistent link: https://www.econbiz.de/10011817209

Momentum and reversal in financial markets with persistent heterogeneity

Bottazzi, Giulio; Dindo, Pietro; Giachini, Daniele - 2018

This paper investigates whether short-term momentum and long-term reversal may emerge from the wealth reallocation process taking place in speculative markets. We assume that there are two classes of investors who trade long-lived assets by holding constantly rebalanced portfolios based on their...

Persistent link: https://www.econbiz.de/10011790528

Portfolio rebalancing and asset pricing with heterogeneous inattention

Rachedi, Omar - 2016

Persistent link: https://www.econbiz.de/10011796222